Richardson Electronics Lt... (RELL)
RELL Daily Gamma Exposure
Current Gamma Exposure (GEX) is 410.30999999999995, which is 550% above the 3M average of 63.093043478260874. Over this period, GEX peaked at 445.73 on Jul 30, 2025 and bottomed at -203.96999999999997 on Jun 20, 2025, showing a shift between positive and negative gamma regimes. The exposure has been increasing recently, suggesting growing dealer hedging that could dampen volatility. Today's put-call gamma ratio of 0.36 is below the recent average of 0.90, indicating call-heavy positioning. High GEX volatility (±214.38311507641566) suggests frequent repositioning and potential regime changes.
GEX History
Date | Call GEX | Put GEX | Net GEX | P/C GEX |
---|---|---|---|---|
Aug 14, 2025 | 636.53 | -226.22 | 410.31 | 0.36 |
Aug 12, 2025 | 457.97 | -221.04 | 236.93 | 0.48 |
Aug 8, 2025 | 527.85 | -177.84 | 350.01 | 0.34 |
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